On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520)
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scientific article; zbMATH DE number 6910425
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| English | On a two-dimensional risk model with time-dependent claim sizes and risky investments |
scientific article; zbMATH DE number 6910425 |
Statements
On a two-dimensional risk model with time-dependent claim sizes and risky investments (English)
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26 July 2018
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extended regular variation
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Lévy process
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ruin probability
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time-dependent risk model
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0.9103544354438782
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0.8887509107589722
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0.8740779757499695
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0.8676899671554565
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